Interpolation and extrapolation

This chapter deals with two related problems occurring frequently in the physical sciences: first, the problem of estimating the value of a function from a limited number of data points; and second, the problem of calculating its value from a series approximation. Numerical methods for interpolating and extrapolating data are presented. The famous Lagrange interpolating polynomial is introduced and applied to one-dimensional and multidimensional problems. Cubic spline interpolation is introduced and an implementation in terms of Eigen classes is given. Several techniques for improving the convergence of Taylor series are discussed, including Shank’s transformation, Richardson extrapolation, and the use of Padé approximants. Conversion between representations with the quotient-difference algorithm is discussed. The exercises explore public transportation, human vision, the wine market, and SU(2) lattice gauge theory, among other topics.